iShares Bitcoin Trust ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:78.37% (-1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4791 | 4.81 | |
| 0.0515 | 2.85 | |
| 0.8813 | 58.69 | |
| 0.0567 | 1.22 |
Estimation Period:
Jan 15, 2024 to Feb 13, 2026
Jan 15, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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